Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47597.76 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46202.84 Kr¶

PnL: ---------------------------------------> -685.73 Kr¶

DD now: ---------------------------------> -2.122 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:19:31.266616'

Anic Portfolio¶

Today¶

Return: 0.6 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

This Week¶

Return: 0.135 %¶

Total¶

Return: 55.823 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
Beijer Electronics Group 26 -0.670000 3062.800000 91.800000 3.090000 2971.000006
HEBA B 70 -1.660000 2688.000000 52.000000 1.970000 2636.000010
SAAB B 8 0.020000 3427.200000 50.200000 1.490000 3377.000000
Corem Property Group B 59 1.160000 618.320000 41.320000 7.160000 576.999999
Norva24 Group 16 -0.280000 574.400000 31.400000 5.780000 543.000000
Samhällsbyggnadsbo. i Norden B 20 0.850000 381.400000 26.400000 7.440000 355.000000
AcadeMedia 12 0.250000 580.800000 23.800000 4.270000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Resurs Holding 22 2.180000 588.940000 14.940000 2.600000 573.999998
OEM International B 7 1.170000 542.500000 14.500000 2.750000 527.999997
HMS Networks 2 -0.230000 684.800000 11.800000 1.750000 673.000000
Swedbank A 3 1.330000 570.450000 6.450000 1.140000 564.000000
Intrum 4 -0.520000 533.400000 6.400000 1.210000 527.000000
Eastnine 4 -2.670000 496.000000 5.000000 1.020000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Coor Service Management Hold. 8 0.910000 534.800000 2.800000 0.530000 532.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Boozt 12 1.770000 1653.600000 -0.400000 -0.020000 1653.999996
Essity B 2 0.350000 573.200000 -0.800000 -0.140000 574.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Nordea Bank Abp 29 0.920000 3452.160000 -1.840000 -0.050000 3453.999992
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.500000 243.360000 -2.640000 -1.070000 246.000000
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
Securitas B 6 0.090000 564.240000 -5.760000 -1.010000 570.000000
CTEK 13 0.730000 521.170000 -12.830000 -2.400000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
Vivesto 1368 1.960000 569.640000 -43.360000 -7.070000 612.999432
International Petroleum Corp. 5 0.370000 540.500000 -54.070000 -9.090000 594.565215
Axfood 13 0.290000 3651.700000 -104.300000 -2.780000 3756.000001
OX2 18 0.880000 1439.100000 -224.900000 -13.520000 1663.999992
Fasadgruppen Group 35 1.850000 3475.500000 -335.500000 -8.800000 3810.999990
Ovzon 52 3.960000 3005.600000 -356.400000 -10.600000 3361.999992
TOTAL 46202.840000 -685.730000 -2.12242% 46888.564618

Updated:¶

'2023-01-20 09:19:43.850340'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶